-98.4%
MASK vs VOO
+33.2%
-131.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.9% |
| 7D | -5.8% | +0.1% | -5.9% | -6.0% |
| 30D | -10.9% | +0.1% | -10.9% | -11.0% |
| 3M | -63.7% | +2.0% | -65.7% | -65.2% |
| 6M | -64.6% | +13.0% | -77.6% | -71.0% |
| YTD | -78.3% | +13.6% | -91.8% | -82.2% |
| 1Y | -92.3% | +20.1% | -112.4% | -93.7% |
| All | -98.4% | +33.2% | -131.6% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VOO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling